That would be 5-year-old Gary, a female English cream golden retriever. And it was actually TV that brought the pair of best friends together.

“She came out on [Late Night with Jimmy Fallon] to do a bit. I think she was a political pundit. I was having a debate with her, and she was dressed in a suit,” Fallon, 43, tells PEOPLE in the Sexiest Man Alive issue of the first time he met Gary as a puppy.

Obviously, Gary won that debate and her dog dad’s heart, arriving in his life at just the right moment.

“We were trying to have kids at the time, so I think this was just a thing to kind of distract us while we’re working on that,” Fallon recalls of Gary’s first year at home with him and wife Nancy Juvonen.

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Now dad to two daughters, Winnie, 4, and Frances, 2, Fallon says he’s often asked how Gary ended up with such an unfeminine name. Turns out when Gary made her TV debut and met her dog dad for the first time, her political pundit name was Gary Frick Jr. After that, the name just stuck. Or, as Fallon tells it, his wife told him, “You have to call it Gary.”

“So she’s a girl named Gary,” the Saturday Night Live grad admits.

Even with a slightly unorthodox name, Gary gets along with other girls. Fallon says she is the best with kids, letting Winnie and Frances pull, sleep and play on her without batting an eye. Frances has an especially strong bond with her fur sibling.

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